LGMay 21
Why SGD is not Brownian Motion: A New Perspective on Stochastic DynamicsIgor Ignashin, Anna Radovskaya, Andrew Semenov et al.
Stochastic Gradient Descent (SGD) is commonly modeled as a Langevin process, assuming that minibatch noise acts as Brownian motion. However, this approximation relies on a continuous-time limit and a sqrt(eta) noise scaling that does not match the discrete SGD update at finite learning rate. In this work, we propose an alternative formulation of SGD as deterministic dynamics in a fluctuating loss landscape induced by minibatch sampling. Starting directly from the discrete update, we derive a master equation for the parameter distribution and obtain a discrete Fokker--Planck equation that differs from the standard Langevin form at order eta^2. Using this framework, we analyze SGD dynamics near critical points of the loss. We show that the behavior decomposes along the eigenbasis of the mean Hessian into qualitatively distinct regimes. In particular, nearly-flat directions do not admit a stationary distribution: the variance grows over time, corresponding to effective diffusion along valleys with a coefficient proportional to the learning rate. We provide empirical evidence supporting these predictions on neural network models in computer vision and natural language processing, observing a clear qualitative separation between confined and diffusive modes.
LGFeb 17
Benchmarking IoT Time-Series AD with Event-Level AugmentationsDmitry Zhevnenko, Ilya Makarov, Aleksandr Kovalenko et al.
Anomaly detection (AD) for safety-critical IoT time series should be judged at the event level: reliability and earliness under realistic perturbations. Yet many studies still emphasize point-level results on curated base datasets, limiting value for model selection in practice. We introduce an evaluation protocol with unified event-level augmentations that simulate real-world issues: calibrated sensor dropout, linear and log drift, additive noise, and window shifts. We also perform sensor-level probing via mask-as-missing zeroing with per-channel influence estimation to support root-cause analysis. We evaluate 14 representative models on five public anomaly datasets (SWaT, WADI, SMD, SKAB, TEP) and two industrial datasets (steam turbine, nuclear turbogenerator) using unified splits and event aggregation. There is no universal winner: graph-structured models transfer best under dropout and long events (e.g., on SWaT under additive noise F1 drops 0.804->0.677 for a graph autoencoder, 0.759->0.680 for a graph-attention variant, and 0.762->0.756 for a hybrid graph attention model); density/flow models work well on clean stationary plants but can be fragile to monotone drift; spectral CNNs lead when periodicity is strong; reconstruction autoencoders become competitive after basic sensor vetting; predictive/hybrid dynamics help when faults break temporal dependencies but remain window-sensitive. The protocol also informs design choices: on SWaT under log drift, replacing normalizing flows with Gaussian density reduces high-stress F1 from ~0.75 to ~0.57, and fixing a learned DAG gives a small clean-set gain (~0.5-1.0 points) but increases drift sensitivity by ~8x.
LGMar 20, 2024
Adversarial Attacks and Defenses in Fault Detection and Diagnosis: A Comprehensive Benchmark on the Tennessee Eastman ProcessVitaliy Pozdnyakov, Aleksandr Kovalenko, Ilya Makarov et al.
Integrating machine learning into Automated Control Systems (ACS) enhances decision-making in industrial process management. One of the limitations to the widespread adoption of these technologies in industry is the vulnerability of neural networks to adversarial attacks. This study explores the threats in deploying deep learning models for fault diagnosis in ACS using the Tennessee Eastman Process dataset. By evaluating three neural networks with different architectures, we subject them to six types of adversarial attacks and explore five different defense methods. Our results highlight the strong vulnerability of models to adversarial samples and the varying effectiveness of defense strategies. We also propose a novel protection approach by combining multiple defense methods and demonstrate it's efficacy. This research contributes several insights into securing machine learning within ACS, ensuring robust fault diagnosis in industrial processes.